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We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…

Numerical Analysis · Mathematics 2020-06-05 Alex Bespalov , Feng Xu

The classical Feynman-Kac identity builds a bridge between stochastic analysis and partial differential equations (PDEs) by providing stochastic representations for classical solutions of linear Kolmogorov PDEs. This opens the door for the…

Probability · Mathematics 2021-10-25 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen

We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…

Numerical Analysis · Mathematics 2018-04-18 Ngoc-Cuong Nguyen , Yanlai Chen

Physics-Informed Neural Networks (PINNs) have become a popular and powerful framework for solving partial differential equations (PDEs), leveraging neural networks to approximate solutions while embedding PDE constraints, boundary…

Numerical Analysis · Mathematics 2026-02-03 Zijuan Xin , Chenyao Wang , Feng Shi , Yizhong Sun

Neural networks are increasingly recognized as a powerful numerical solution technique for partial differential equations (PDEs) arising in diverse scientific computing domains, including quantum many-body physics. In the context of…

Numerical Analysis · Mathematics 2023-11-22 Chuhao Sun , Asaf Cohen , James Stokes , Shravan Veerapaneni

In the present paper non-convex multi-objective parameter optimization problems are considered which are governed by elliptic parametrized partial differential equations (PDEs). To solve these problems numerically the Pascoletti-Serafini…

Numerical Analysis · Mathematics 2022-01-20 Stefan Banholzer , Luca Mechelli , Stefan Volkwein

We consider a system of PDEs of Monge-Kantorovich type arising from models in granular matter theory and in electrodynamics of hard superconductors. The existence of a solution of such system (in a regular open domain…

Analysis of PDEs · Mathematics 2019-07-25 G. Crasta , A. Malusa

This work develops a numerical solver based on the combination of isogeometric analysis (IGA) and the tensor train (TT) decomposition for the approximation of partial differential equations (PDEs) on parameter-dependent geometries. First,…

Numerical Analysis · Mathematics 2022-10-05 Ion Gabriel Ion , Dimitrios Loukrezis , Herbert De Gersem

In this work we combine the framework of the Reduced Basis method (RB) with the framework of the Localized Orthogonal Decomposition (LOD) in order to solve parametrized elliptic multiscale problems. The idea of the LOD is to split a high…

Numerical Analysis · Mathematics 2015-05-20 Assyr Abdulle , Patrick Henning

Maps from a source manifold $ {\mathcal M}$ to a target manifold ${\mathcal N}$ appear in liquid crystals, colour image enhancement, texture mapping, brain mapping, and many other areas. A numerical framework to solve variational problems…

Numerical Analysis · Mathematics 2017-10-27 Nathan D. King , Steven J. Ruuth

Deep learning algorithms have been successfully applied to numerically solve linear Kolmogorov partial differential equations~(PDEs). A recent research shows that if the initial functions are bounded, the empirical risk minimization (ERM)…

Numerical Analysis · Mathematics 2024-06-25 Jichang Xiao , Xiaoqun Wang

We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is based on reformulating the numerical approximation of a whole…

Machine Learning · Computer Science 2021-05-11 Julius Berner , Markus Dablander , Philipp Grohs

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…

Dynamical Systems · Mathematics 2016-11-29 Linghua Chen , Espen Robstad Jakobsen , Arvid Naess

In recent years deep artificial neural networks (DNNs) have been successfully employed in numerical simulations for a multitude of computational problems including, for example, object and face recognition, natural language processing,…

Numerical Analysis · Mathematics 2021-10-12 Arnulf Jentzen , Diyora Salimova , Timo Welti

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computation domains, etc.…

Machine Learning · Computer Science 2022-11-22 Xiang Huang , Zhanhong Ye , Hongsheng Liu , Beiji Shi , Zidong Wang , Kang Yang , Yang Li , Bingya Weng , Min Wang , Haotian Chu , Fan Yu , Bei Hua , Lei Chen , Bin Dong

This paper develops fundamental limits of deep neural network learning by characterizing what is possible if no constraints are imposed on the learning algorithm and on the amount of training data. Concretely, we consider Kolmogorov-optimal…

Machine Learning · Computer Science 2021-03-15 Dennis Elbrächter , Dmytro Perekrestenko , Philipp Grohs , Helmut Bölcskei

This paper proposes a Kolmogorov high order deep neural network (K-HOrderDNN) for solving high-dimensional partial differential equations (PDEs), which improves the high order deep neural networks (HOrderDNNs). HOrderDNNs have been…

Numerical Analysis · Mathematics 2025-05-09 Yaqin Zhang , Ke Li , Zhipeng Chang , Xuejiao Liu , Yunqing Huang , Xueshuang Xiang

Restricted non-linear approximation is a type of N-term approximation where a measure $\nu$ on the index set (rather than the counting measure) is used to control the number of terms in the approximation. We show that embeddings for…

Classical Analysis and ODEs · Mathematics 2011-08-15 Eugenio Hernández , Daniel Vera